Stars
Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.
HYDRA: Competing convolutional kernels for fast and accurate time series classification
A high-performance Python SDK for the ProjectX Trading Platform Gateway API. This library enables developers to build sophisticated trading strategies and applications by providing comprehensive ac…
The open source developer platform to build AI agents and models with confidence. Enhance your AI applications with end-to-end tracking, observability, and evaluations, all in one integrated platform.
Financial data platform for analysts, quants and AI agents.
This is the code accompanying the blog article on makeitnew.io. It defines a Prefect flow which can be visualized, run locally or registers in Prefect cloud.
Prevalidated ridge regression is a highly-efficient drop-in replacement for logistic regression for high-dimensional data
Critical difference diagram with Wilcoxon-Holm post-hoc analysis.
Miscellaneous Tutorials
1D Convolution Interactive Visualization build with d3.js
Python Implementation of the Rithmic Protocol Buffer API
Temporal matrix factorization for sparse traffic time series forecasting.
Scalable, event-driven, deep-learning-friendly backtesting library
A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym)
An event-based backtester written in Python for algorithmic trading.
Python based algorithmic trading platform for Interactive Brokers
COVID-19 Projections Using Machine Learning
Machine Learning algorithms implemented from scratch
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
Supported files and code examples for my futures.io webinars series
A Fullstack GraphQL Airbnb Clone with React and React Native